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People use the term “pick your battles” to suggest that people would be well-advised to select a specific issue of importance to focus on, rather than trying to deal with too many things at once. Individuals may also hear this saying rendered as “choose your battles,” and many people append “wisely” when offering this piece of advice. As a general rule, it's extremely sound advice, whether one is an individual struggling with personal issues, or the leader of a country.
This phrase references a well-known aspect of military strategy, which suggests that when troops are thinly stretched, they are often unsuccessful. For example, when a country tries to fight a war on two fronts, it often struggles to secure both, and sometimes it is more advisable to deal with one issue before proceeding to the next to help ensure success. The more fronts a military is coping with, the harder it is to handle the strategic and day-to-day operations on all of these fronts, and sometimes a front must be abandoned because there are not enough personnel to secure it, which is generally undesirable.
In a classic instance in which someone might be told to “pick your battles,” a parent might be struggling to deal with an unruly child. Rather than trying to address every aspect of the child's problematic behavior, the parent could pick one serious issue to focus on first, such as a tendency to stay out late. Once this issue had been dealt with, the parent could move on to other problems. While this approach might take longer than trying to handle everything all at once, there is a higher probability of success, since the parent can take the time to work through each problem carefully and precisely to ensure that it is dealt with.
Sometimes, it can be tough to choose which battles to fight. Many people are faced with situations in which multiple issues seem equally important at some point in their lives, and they may struggle to single out one to focus on. Sometimes, it helps to ask for advice from a neutral party, to get an opinion from someone with an outside perspective. Especially when someone feels passionately about multiple issues, it can be important to remember that if he doesn't pick which battles to fight wisely, you may end up failing at all of them, and ending up worse-off than he started.
Some people find that, if they pick their battles well, they can neutralize problems along the way as they address the most important issues first. It can also help to enlist, as it were, supporting forces to help hold the line. In the example of the parent above, for instance, asking for help from a teacher, minister, or friend of the family is entirely appropriate.